CodeWeavers Crossover Office is a great product; it's based on Wine, with special install/config tools and lots of tweaks and fixes. It lets you run all sorts of Windows software -- including Windows Media Player.
Thanks Ernest. But I am looking for something free at the moment. I dont use any other windows software, but trying to find something I can use to view occasional videos clips in wmv format. I think I will try mplayer when I get a chance.